+307.3%
SPY vs GLW
+554.8%
-247.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.3% | -6.9% | -0.3% |
| 7D | +0.1% | -5.9% | +6.0% | +1.5% |
| 30D | -3.3% | -26.0% | +22.7% | +4.9% |
| 3M | -2.4% | -29.9% | +27.5% | +6.1% |
| 6M | +2.6% | -37.8% | +40.3% | +10.1% |
| YTD | +11.2% | +33.1% | -21.9% | -14.9% |
| 1Y | +13.4% | +36.8% | -23.4% | -14.7% |
| 3Y | +79.9% | +356.1% | -276.2% | -23.0% |
| 5Y | +72.2% | +243.8% | -171.6% | -17.6% |
| 10Y | +307.3% | +542.4% | -235.1% | +41.7% |
| All | +307.3% | +554.8% | -247.5% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GLW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling